Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
Trading System API Documentation

The documentation for the Trading System API (TSA) library consists of two parts:

  • The Trading System API - User Guide
  • The Trading System API - Reference Manual (this manual)

If you are new to using the Trading System API, please consult the User Guide for an introduction to the library's architecture and usage.

For additional information, please visit: www.TradingSystemAPI.com

Quick Links:

Strategy Classes:
   class tsa::strategy
   class tsa::instrument
   class tsa::order_ref
   class tsa::transaction
   class tsa::series
   class tsa::series_cref
   class tsa::metrics
   class tsa::in_stream
   class tsa::out_stream

Support Classes:
   class tsa::property_map
   class tsa::date
   class tsa::date_time
   class tsa::duration
   class tsa::variant
   class tsa::exception
   class tsa::timer
   class tsa::os::path


Database Classes:
  class tsa::data_base
  class tsa::fast::database
  class tsa::sqlite::database
  class tsa::postgres::database
  class tsa::fast::table
  class tsa::mem_table
  class tsa::column_defs
  class tsa::file_import_rules
  class tsa::table_copy_rules


Charting Classes:
   class tsa::chart
   class tsa::chart::pane
   class tsa::plot::ohlc
   class tsa::plot::line
   class tsa::plot::bars
   class tsa::plot::area

Unmanaged Series Functions:

    Financial Indicators
    Random Functions
    Math / Statistical Functions
    Data Functions

Managed Series Functions (DSL):

    Financial Indicators (DSL)
    Random Functions (DSL)
    Math / Statistical Functions (DSL)
    Data Functions (DSL)
    Casting and Conversion Functions (DSL)
    Logic Functions (DSL)
    Debugging Functions (DSL)